Lombard Odier Asset Management (USA) Corp Q3 2022 Filing

Filed November 14, 2022

Portfolio Value

$3.4B

Holdings

301

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (301 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	1,662,869	$274.2M	7.97%	Put
2	EEMISHARES TR	5,750,000	$200.5M	5.83%	Put
3	AALAMERICAN AIRLS GROUP INC	15,800,000	$190.2M	5.53%	Put
4	FXIISHARES TR	5,501,195	$142.3M	4.13%	Put
5	EWJISHARES INC	2,909,705	$142.1M	4.13%	Put
6	TSLATESLA INC	408,146	$108.3M	3.15%	Put
7	GOOGALPHABET INC	1,055,640	$101.5M	2.95%	Put
8	AMDADVANCED MICRO DEVICES INC	1,579,706	$100.1M	2.91%	Put
9	NVDANVIDIA CORPORATION	783,984	$95.2M	2.77%	Put
10	IEIISHARES TR	800,000	$91.4M	2.66%	Put
11	MSFTMICROSOFT CORP	389,139	$90.6M	2.63%	Put
12	EWYISHARES INC	1,830,445	$86.7M	2.52%	Put
13	XLESELECT SECTOR SPDR TR	993,898	$71.6M	2.08%	Put
14	AAPLAPPLE INC	514,908	$71.2M	2.07%	Put
15	ARKKARK ETF TR	1,884,341	$71.1M	2.07%	Put
16	USX1UNITED STATES STL CORP NEW	3,800,000	$68.9M	2.00%	Put
17	METAMETA PLATFORMS INC	489,124	$66.4M	1.93%	Put
18	CLFCLEVELAND-CLIFFS INC NEW	4,800,000	$64.7M	1.88%	Put
19	—FAR PEAK ACQUISITION CORP	275,000	$62.0M	1.80%
20	KBHKB HOME	2,075,000	$53.8M	1.56%	Put
21	UALUNITED AIRLS HLDGS INC	1,600,000	$52.0M	1.51%	Put
22	NCLHNORWEGIAN CRUISE LINE HLDG L	4,459,400	$50.7M	1.47%	Put
23	AMZNAMAZON COM INC	441,455	$49.9M	1.45%	Put
24	TLTISHARES TR	400,000	$41.0M	1.19%	Put
25	CSCOCISCO SYS INC	942,129	$37.7M	1.10%	Put
26	QCOMQUALCOMM INC	323,103	$36.5M	1.06%	Put
27	SLNSILENCE THERAPEUTICS PLC	3,896,595	$35.7M	1.04%
28	LENLENNAR CORP	465,013	$34.7M	1.01%	Put
29	BHCBAUSCH HEALTH COS INC	5,000,000	$34.5M	1.00%	Put
30	CELUWCELULARITY INC	84,919	$33.0M	0.96%
31	BYDBOYD GAMING CORP	675,000	$32.2M	0.93%	Put
32	MUMICRON TECHNOLOGY INC	612,679	$30.7M	0.89%	Put
33	TSMTAIWAN SEMICONDUCTOR MFG LTD	399,657	$27.4M	0.80%	Put
34	JPMJPMORGAN CHASE & CO	252,339	$26.4M	0.77%	Put
35	7HPHP INC	1,040,000	$25.9M	0.75%	Put
36	PYPLPAYPAL HLDGS INC	297,035	$25.6M	0.74%	Put
37	ALLYALLY FINL INC	897,486	$25.0M	0.73%	Put
38	NAVINAVIENT CORPORATION	1,600,000	$23.5M	0.68%	Put
39	WDCWESTERN DIGITAL CORP.	704,469	$22.9M	0.67%	Put
40	ADBEADOBE SYSTEMS INCORPORATED	80,747	$22.2M	0.65%	Put
41	IBMINTERNATIONAL BUSINESS MACHS	180,000	$21.4M	0.62%	Call
42	GILDGILEAD SCIENCES INC	320,000	$19.7M	0.57%	Call
43	MARMARRIOTT INTL INC NEW	140,000	$19.6M	0.57%	Put
44	—NCL CORP LTD	17,500,000	$19.5M	0.57%
45	WMTWALMART INC	150,000	$19.5M	0.57%	Put
46	Z 0.75 09/01/24ZILLOW GROUP INC	18,500,000	$18.5M	0.54%
47	FFORD MTR CO DEL	1,654,000	$18.5M	0.54%	Put
48	DCHAMERICAN AXLE & MFG HLDGS IN	2,659,000	$18.2M	0.53%	Put
49	MGMMGM RESORTS INTERNATIONAL	610,000	$18.1M	0.53%	Put
50	CNXXWCONX CORP	225,000	$18.0M	0.52%
51	PRUPRUDENTIAL FINL INC	182,000	$15.6M	0.45%	Put
52	METMETLIFE INC	250,000	$15.2M	0.44%	Put
53	DISHDISH NETWORK CORPORATION	1,077,000	$14.9M	0.43%	Put
54	TRVCCITIGROUP INC	356,000	$14.8M	0.43%	Call
55	LUMNLUMEN TECHNOLOGIES INC	2,000,000	$14.6M	0.42%	Put
56	EBAEBAY INC.	387,754	$14.3M	0.41%	Put
57	ROKUROKU INC	250,000	$14.1M	0.41%	Put
58	RIGTRANSOCEAN LTD	5,633,500	$13.9M	0.40%	Put
59	PDYNWSARCOS TECHN AND ROBOTICS CO	50,000	$13.0M	0.38%
60	CORZCORE SCIENTIFIC INC	37,500	$13.0M	0.38%
61	DOWDOW INC	290,000	$12.7M	0.37%	Put
62	LVSLAS VEGAS SANDS CORP	313,000	$11.7M	0.34%	Call
63	SPGSIMON PPTY GROUP INC NEW	130,000	$11.7M	0.34%	Call
64	BLDPBALLARD PWR SYS INC NEW	1,875,000	$11.5M	0.33%
65	PHMPULTE GROUP INC	300,000	$11.3M	0.33%	Put
66	RBOTWVICARIOUS SURGICAL INC	25,000	$11.0M	0.32%
67	THCTENET HEALTHCARE CORP	200,000	$10.3M	0.30%	Put
68	JNJJOHNSON & JOHNSON	62,000	$10.1M	0.29%	Call
69	URIUNITED RENTALS INC	37,000	$10.0M	0.29%	Put
70	INTCINTEL CORP	360,000	$9.3M	0.27%	Call
71	—GORES TECHNOLOGY PARTNERS IN	30,000	$9.0M	0.26%
72	DALDELTA AIR LINES INC DEL	310,000	$8.7M	0.25%	Put
73	DISH 0 12/15/25DISH NETWORK CORPORATION	13,000,000	$8.6M	0.25%
74	NRANRG ENERGY INC	220,000	$8.4M	0.24%	Put
75	—QUALTEK SERVICES INC	29,921	$8.0M	0.23%
76	PLUNPLUG POWER INC	375,000	$7.9M	0.23%
77	ATVIEURACTIVISION BLIZZARD INC	105,580	$7.8M	0.23%
78	VSTVISTRA CORP	364,000	$7.6M	0.22%	Call
79	ZZILLOW GROUP INC	260,000	$7.4M	0.22%	Call
80	ORCLORACLE CORP	116,290	$7.1M	0.21%	Put
81	—ADTHEORENT HOLDING COMPANY	41,666	$7.0M	0.20%
82	VRTVERTIV HOLDINGS CO	711,000	$6.9M	0.20%
83	TECK/BTECK RESOURCES LTD	220,000	$6.7M	0.19%	Put
84	CRTOCRITEO S A	235,000	$6.4M	0.18%	Call
85	X 5 11/01/26UNITED STATES STL CORP	4,000,000	$6.2M	0.18%
86	BACVERIZON COMMUNICATIONS INC	160,000	$6.1M	0.18%	Call
87	TDWDTAILWIND ACQUISITION CORP	75,000	$6.0M	0.17%
88	FLEXFLEX LTD	350,000	$5.8M	0.17%	Call
89	AGOASSURED GUARANTY LTD	118,669	$5.8M	0.17%
90	BMOBANK MONTREAL QUE	65,446	$5.7M	0.17%	Put
91	OPCHOPTION CARE HEALTH INC	179,714	$5.7M	0.16%
92	PINSPINTEREST INC	217,721	$5.1M	0.15%
93	BKSY/WSBLACKSKY TECHNOLOGY INC	25,000	$5.0M	0.15%
94	—FINANCE OF AMERICA COMPAN	40,000	$5.0M	0.15%
95	—BUILD ACQUISITION CORP	66,666	$5.0M	0.15%
96	CMCSACOMCAST CORP NEW	170,000	$5.0M	0.14%	Call
97	NOVAQSUNNOVA ENERGY INTL INC.	225,000	$5.0M	0.14%
98	TWTRUSDTWITTER INC	113,000	$5.0M	0.14%	Put
99	XLFSELECT SECTOR SPDR TR	161,564	$4.9M	0.14%	Put
100	UBERUBER TECHNOLOGIES INC	175,000	$4.6M	0.13%

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